Asymptotic Behavior of Solutions of SDE for Relaxation Oscillations

DOI10.1137/0524011zbMath0777.60050OpenAlexW2035748664MaRDI QIDQ4034154

No author found.

Publication date: 16 May 1993

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0524011

zbMATH Keywords

weak convergencerelaxation oscillationstochastic Liénard equationcomposite expansions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05) Stochastic integral equations (60H20)

Related Items (2)

Stochastic Liénard equations with state-dependent switching ⋮ Explicit conditions for asymptotic stability of stochastic Liénard-type equations with Markovian switching

This page was built for publication: Asymptotic Behavior of Solutions of SDE for Relaxation Oscillations